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Risk Modeling


Once the risk analysis is complete, we analyze the stochastic properties of the identified risk factors and their inter-dependencies in order to create a forward-looking model. To this end, we run Monte Carlo simulations, which produce a distribution of possible outcomes for the dependent variable of the respective business unit. All RISC models follow this pattern of development and are therefore structural and predictive in nature.

RISC's modeling approach is unique because it marries the collective academic and industry experience of our employees with the industry expertise of our clients and outside experts. Our models are often the most appropriate framework available in the market to represent non-traditional risks and are becoming industry standards in some markets. Our policy is to provide users with a transparent framework for all our models.

We also create deterministic versions of our models so that they are easily adaptable to alternative assumptions about the underlying sources of uncertainty. This overall approach has achieved a good measure of market acceptance for our models and the risk transfer transactions they support.


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